Hi,
I tried to replicate the market data playback method introduced in the
document "IBrokers - Interactive Brokers and R". But it seems not work for
me:
reqMktData(tws, twsEquity("SBUX"), CALLBACK = NULL, file = "SBUX.dat")
twsp <- twsConnect(filename = "SBUX.dat")
#To playback the saved data, call reqMktData again:
reqMktData(twsp, twsEquity("SBUX")) # I added the contract definition here
as input, as it is required by current version of IBrokers
Of course, I used my own subscribed symbol to this experiment. The market
data are saved to a file as expected. But when I playback the data, I got
the error:
Error: IB connection error. Connection closed
Error in isOpen(con[[1]]) : invalid connection
In addition to this problem, I also wondered if it is possible to use this
method for playback market data with multiple contracts. Since I noticed
that there is no symbol field in the saved file.
Thanks in advance.
[[alternative HTML version deleted]]
_______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should
go.
